BVT Call 15 SOBA 21.06.2024
/ DE000VU9XLZ5
BVT Call 15 SOBA 21.06.2024/ DE000VU9XLZ5 /
| 2024-06-14 7:42:17 PM |
Chg.-0.050 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
-2.04% |
-
Bid Size: - |
-
Ask Size: - |
AT + T INC. ... |
15.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VU9XLZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AT + T INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
1.95 |
| Historic volatility: |
0.22 |
| Parity: |
1.46 |
| Time value: |
1.06 |
| Break-even: |
17.52 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
25.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.68 |
| Theta: |
-0.11 |
| Omega: |
4.47 |
| Rho: |
0.00 |
Quote data
| Open: |
2.490 |
| High: |
2.490 |
| Low: |
2.400 |
| Previous Close: |
2.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.73% |
| 1 Month |
|
|
+11.63% |
| 3 Months |
|
|
+12.68% |
| YTD |
|
|
+22.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.700 |
2.400 |
| 1M High / 1M Low: |
3.120 |
2.130 |
| 6M High / 6M Low: |
3.130 |
1.410 |
| High (YTD): |
2024-02-01 |
3.130 |
| Low (YTD): |
2024-04-16 |
1.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.194 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.79% |
| Volatility 6M: |
|
116.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
